Cornstarch will definitely work. But here are reasons why you should use a roux instead of cornstarch:
1. Who the heck would want a clear glossy gravy?!
2. If you add cornstarch directly instead of a slurry, you have a good chance of getting lumps that turn into little dumplings, as I would like to call them. That's if you don't make it into a slurry.
3. If you thickened your gravy with cornstarch and left it on the heat for too long or too high, it becomes soupy and watery again...and you have to add more cornstarch.
4. If you use cornstarch and it's not hot enough, it still gives off that starchy-sour taste.
5. Even if the gravy is at the right consistency, it gives off a cheap Chinese take-out food feeling.
Roux isn't at all difficult to make. The fool proof method is to use equal amounts of fat and flour. Melt your butter over medium heat until it becomes "oily", then add your flour. Keep stirring your roux until it turns to at least a pale peanut butter color, something like a light-colored thousand island dressing. You can be sure that the gritty flavor will be gone. Roux itself, has a lovely nutty flavor. This is where you can start adding your pan drippings, stock, onions, etc...No lumps, I guarantee!